+27.6%
PFE vs OPEN
-87.0%
+114.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -21.8% | +20.1% | -1.3% |
| 7D | -3.7% | -22.2% | +18.5% | -3.3% |
| 30D | +5.0% | -38.3% | +43.3% | +5.7% |
| 3M | +12.2% | -59.4% | +71.5% | +13.7% |
| 6M | +14.6% | -74.4% | +88.9% | +16.8% |
| YTD | +24.1% | -76.0% | +100.1% | +26.5% |
| 1Y | +26.6% | -78.7% | +105.2% | +29.1% |
| 3Y | +14.3% | -30.0% | +44.3% | +12.3% |
| 5Y | -21.9% | -93.7% | +71.8% | -26.1% |
| All | +27.6% | -87.0% | +114.6% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OPEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling